One form of exercise involves moving a limb such as an arm, against high resistance. A small and low cost device has one or more rods about which the middle of a rope can be wrapped, to provide resistance to pulling of each end of the rope away from the device. U.S. Pat. Nos. 3,510,132 by Holkesvick and 4,343,466 by Evans describe devices of this type. The devices described in these patents include a pair of largely parallel rods, and the rope is wound by different numbers of complete helical turns around the rods, lo and in a partial turn about a stud, to vary resistance to pulling of the rope. Since the amount of wrap varies by increments of 360.degree., except for wrap about a single stud, the variation in rope tension varies in large increments. Also, to change the resistance to rope pulling, a person must thread the end of the rope between the rods to add or subtract a rope turn, which is very inconvenient. A rope friction exercise device which enabled variation of rope friction in small increments and which enabled variation of resistance with only minimal inconvenience, would be of value.